Simulated data of Page (1955) as test-example for change-point detection
Simulated data of Page (1955) as test-example for change-point detection taken from Table 1 of Pettitt (1979)
data(PagesData)
a vector that contains 40 elements
According to the publication of Pettitt (1979), the series comprise a
significant p = 0.014 change-point at i = 17. The function
pettitt.test computes the same U statistics as given by
Pettitt (1979) in Table1, row 4.
Page, E. S. (1954), A test for a change in a parameter occuring at an unknown point. Biometrika 41, 100–114.
Pettitt, A. N., (1979). A non-parametric approach to the change point problem. Journal of the Royal Statistical Society Series C, Applied Statistics 28, 126–135.
data(PagesData) pettitt.test(PagesData)
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.